Last Update: 22 Oct 2019 20:15 GMT+0

The Egypt 10Y Government Bond has a 14.922% yield.

10 Years vs 2 Years bond spread is -35.9 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities.

Central Bank Rate is 13.25% (last modification in September 2019).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 308.02 and implied probability of default is 5.13%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y -7.2 bp Yield Curve is inverted in Short-Term Maturities
5Y vs 2Y -14.4 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y -35.9 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 13.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 308.02 +0.92 % +9.73 % -15.42 % 5.13 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 16.902% +80.1 bp -62.8 bp
6 months 16.654% +85.3 bp -87.6 bp
9 months 16.010% +50.5 bp -149.7 bp
1 year 15.353% -57.5 bp -202.3 bp 86.69 +0.50 % +1.75 %
2 years 15.281% -11.8 bp -178.9 bp 75.25 +0.21 % +3.14 %
3 years 15.193% +16.9 bp -163.4 bp 65.42 -0.44 % +4.32 %
5 years 15.137% +61.5 bp -144.5 bp 49.42 -2.64 % +6.44 %
7 years 14.937% +69.8 bp -158.7 bp 37.74 -4.16 % +10.09 %
10 years 14.922% +91.2 bp -152.8 bp 24.89 -7.64 % +14.12 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 14.922% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1528.8 bp +75.3 -113.8
Japan 10Y 1504.8 bp +82.3 -143.1
France 10Y 1499.0 bp +75.9 -109.0
Spain 10Y 1466.2 bp +90.4 -72.5
United Kingdom 10Y 1421.0 bp +82.4 -104.9
Italy 10Y 1390.2 bp +82.3 +4.9
Australia 10Y 1377.2 bp +78.0 -72.8
Canada 10Y 1339.6 bp +77.3 -126.6
United States 10Y 1315.2 bp +86.4 -71.3
China 10Y 1167.3 bp +78.1 -135.8
Russia 10Y 844.2 bp +144.2 +24.2
Brazil 10Y 835.7 bp +142.7 +84.7
India 10Y 810.7 bp +87.9 -86.9

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 14.922% 24.89 29.92 39.99 50.06 60.12 70.19
7 years 14.937% 37.74 41.91 50.24 58.58 66.92 75.25
5 years 15.137% 49.42 52.76 59.45 66.13 72.81 79.49
3 years 15.193% 65.42 67.70 72.25 76.80 81.35 85.91
2 years 15.281% 75.25 76.87 80.11 83.35 86.59 89.83
1 year 15.353% 86.69 87.56 89.29 91.02 92.76 94.49
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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